Shahid Chamran University of AhvazJournal of Advanced Mathematical Modeling2251-80884120140823Admissibility of lifetime performance index with respect to weighted squared-error loss function in Pareto distribution under progressive type II right censored sampleAdmissibility of lifetime performance index with respect to weighted squared-error loss function in Pareto distribution under progressive type II right censored sample718410901FAMaryam SheikhalishahiDepartment of Statistics, University of YazdHojatollah ZakerzadehDepartment of Statistics, University of YazdJournal Article20140420In this paper, under the assumption of Pareto distribution, construct a maximum likelihood estimator, UMVUE and also, assuming the Exponential prior distribution and weighted squared-error loss function, this study construct Bayes and Empirical Bayes estimator of C_L based on the progressive type II right censored sample. An admissible estimator of C_L is given for Pareto distribution with respect to the weighted squared-error loss function. The MLE and Bayes estimator of C_L is then utilize to develop a confidence and credible interval. Moreover, we also propose a likelihood Ratio Tests and a Bayesian Test to assess the lifetime performance index. Finally, we give one example to illustrate the use of testing procedure under given significance level.In this paper, under the assumption of Pareto distribution, construct a maximum likelihood estimator, UMVUE and also, assuming the Exponential prior distribution and weighted squared-error loss function, this study construct Bayes and Empirical Bayes estimator of C_L based on the progressive type II right censored sample. An admissible estimator of C_L is given for Pareto distribution with respect to the weighted squared-error loss function. The MLE and Bayes estimator of C_L is then utilize to develop a confidence and credible interval. Moreover, we also propose a likelihood Ratio Tests and a Bayesian Test to assess the lifetime performance index. Finally, we give one example to illustrate the use of testing procedure under given significance level.https://jamm.scu.ac.ir/article_10901_9de6dc115d87bd25a7f68c4767690ead.pdf